+196.9%
FSLY vs UPRO
+43.9%
+152.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.2% |
| 7D | +11.2% | -1.3% | +12.5% | +11.7% |
| 30D | -18.2% | -5.0% | -13.1% | -16.4% |
| 3M | +21.9% | +7.5% | +14.4% | +19.3% |
| 6M | +4.0% | +33.2% | -29.2% | -5.9% |
| YTD | +123.1% | +27.7% | +95.4% | +98.3% |
| 1Y | +196.9% | +43.0% | +153.8% | +113.1% |
| All | +196.9% | +43.9% | +152.9% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling